Percentile residual life orders
| dc.contributor.author | Franco Pereira, Alba María | |
| dc.contributor.author | Lillo Rodríguez, Rosa Elvira | |
| dc.contributor.author | Romo, Juan | |
| dc.contributor.author | Shaked, Moshe | |
| dc.date.accessioned | 2023-06-20T03:38:17Z | |
| dc.date.available | 2023-06-20T03:38:17Z | |
| dc.date.issued | 2011-05 | |
| dc.description.abstract | In this paper we study a family of stochastic orders of random variables defined via the comparison of their percentile residual life functions. Some interpretations of these stochastic orders are given, and various properties of them are derived. The relationships to other stochastic orders are also studied. Finally, some applications in reliability theory and finance are described. | en |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/24410 | |
| dc.identifier.doi | 10.1002/asmb.825 | |
| dc.identifier.issn | 1524-1904 | |
| dc.identifier.officialurl | https//doi.org/10.1002/asmb.825 | |
| dc.identifier.relatedurl | http://onlinelibrary.wiley.com/doi/10.1002/asmb.825/full | |
| dc.identifier.relatedurl | http://e-archivo.uc3m.es/handle/10016/3244 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/44119 | |
| dc.issue.number | 3 | |
| dc.journal.title | Applied stochastic models in business and industry | |
| dc.language.iso | eng | |
| dc.page.final | 252 | |
| dc.page.initial | 235 | |
| dc.publisher | Wiley-Blackwell | |
| dc.rights.accessRights | open access | |
| dc.subject.cdu | 519.22 | |
| dc.subject.keyword | Mean residual life function | |
| dc.subject.keyword | Hazard rate order | |
| dc.subject.keyword | Reversed hazard rate order | |
| dc.subject.keyword | Mixtures | |
| dc.subject.keyword | Lehmann's alternative | |
| dc.subject.keyword | Proportional hazards | |
| dc.subject.keyword | Imperfect repair | |
| dc.subject.keyword | Reliability theory | |
| dc.subject.keyword | Value at risk | |
| dc.subject.keyword | Deductible | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Percentile residual life orders | en |
| dc.type | journal article | |
| dc.volume.number | 27 | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | ef58bfde-9aa6-4b74-aedb-510636658ebf | |
| relation.isAuthorOfPublication | 105cf25b-b5f2-4820-8b98-c46a0dafcfbe | |
| relation.isAuthorOfPublication | 6705340a-af5b-4626-b638-fff027982044 | |
| relation.isAuthorOfPublication.latestForDiscovery | ef58bfde-9aa6-4b74-aedb-510636658ebf |
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